Sökning: "time weighted"

Visar resultat 1 - 5 av 389 uppsatser innehållade orden time weighted.

  1. 1. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios

    Kandidat-uppsats,

    Författare :Alexander Olsson; Jonathan Taimory; [2023-07-06]
    Nyckelord :Risk-adjusted Returns; Investment Styles; Environmental; Social and Governance ESG ;

    Sammanfattning : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. LÄS MER

  3. 2. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Vladyslava Bab’yak; [2023-06-29]
    Nyckelord :Value-at-Risk; CAViaR; cross-sectional quantile regression; ; risk;

    Sammanfattning : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. LÄS MER

  4. 3. Image-driven simulation of brain tumors using a reaction-diffusion mathematical model

    Master-uppsats, Linköpings universitet/Avdelningen för medicinsk teknik

    Författare :Kristos Qiqi; [2023]
    Nyckelord :brain tumor; cancer; mathematical model; simulation; magnetic resonance images; hjärntumör; cancer; matematisk model; simulering; magnetresonanstomografi bilder;

    Sammanfattning : Brain tumors pose a big challenge in the field of neuro-oncology. Gliomas are the largest subgroup. Magnetic resonance imaging is a non-invasive tool for detecting and characterizing these tumors. Mathematical models, such as the reaction-diffusion equation, can be used for understanding the intricate behavior of gliomas. LÄS MER

  5. 4. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Anton Li; Ricky Yu; [2023]
    Nyckelord :Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

    Sammanfattning : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. LÄS MER

  7. 5. Predicting Cryptocurrency Prices with Machine Learning Algorithms: A Comparative Analysis

    Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Författare :Harsha Nanda Gudavalli; Khetan Venkata Ratnam Kancherla; [2023]
    Nyckelord :Bitcoin; Cryptocurrency; Machine Learning;

    Sammanfattning : Background: Due to its decentralized nature and opportunity for substantial gains, cryptocurrency has become a popular investment opportunity. However, the highly unpredictable and volatile nature of the cryptocurrency market poses a challenge for investors looking to predict price movements and make profitable investments. LÄS MER